Estimating Extremal Eigenvalues and Condition Numbers of Matrices

DOI10.1137/0720053zbMath0536.65022OpenAlexW2022618764MaRDI QIDQ3321334

John D. Dixon

Publication date: 1983

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0720053

zbMATH Keywords

estimatescondition numberextremal eigenvaluespositive definite matrixprobabilistic algorithm

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of matrix norms, conditioning, scaling (65F35)

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